INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz French Equity 3Y Classic Autocall Jul 2017 USD
ISIN: XS1657664311
STRIKE DATE: 28/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hermes International428.71641
LVMH Moet Hennessy Louis Vui213.15495.7
L'Oreal176.050382.45

STRIKE DATE 28/07/2017
RETURN & BARRIERS
8.95% Semi-annual Snowballing if Autocalled 100% Autocall from 12 Months 60% European Barrier
P.A. RETURN
ISIN XS1657664311
NEXT POTENTIAL MATURITY DATE 30/07/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1663030796
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4514424.24
    OMX Stockholm 301546.863247.031
    S&P/ASX 2005714.5228844.412
    S&P/TSX 60892.562068.89

    STRIKE DATE 31/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1663030796
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1663031091
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4514424.24
    OMX Stockholm 301546.863247.031
    S&P/ASX 2005714.5228844.412
    S&P/TSX 60892.562068.89

    STRIKE DATE 31/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1663031091
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall Jul 2017 EUR
    ISIN: XS1635994061
    STRIKE DATE: 27/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9017.7914424.24
    OMX Stockholm 301570.4763247.031
    S&P/ASX 2005785.018844.412
    S&P/TSX 60894.122068.89

    STRIKE DATE 27/07/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2.65% semi-annual (5.30% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1635994061
    NEXT POTENTIAL MATURITY DATE 27/07/2018

    EXPAND CLOSE
    Diversified Markets Income Autocall Jul 2016
    ISIN: XS1396673284
    STRIKE DATE: 12/07/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8143.1314424.24
    OMX Stockholm 301354.5123247.031
    S&P/ASX 2005353.2168844.412
    S&P/TSX 60841.862068.89

    STRIKE DATE 12/07/2016
    RETURN & BARRIERS
    7% p.a. if all above 65%, 100% autocall, 65% Barrier (E)
    P.A. RETURN
    ISIN XS1396673284
    NEXT POTENTIAL MATURITY DATE 12/07/2017

    EXPAND CLOSE
    Commerzbank Global Markets Classic Autocall Aug 2017 USD
    ISIN: XS1647377644
    STRIKE DATE: 11/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,884.040014424.24
    OMX Stockholm 301,538.95603247.031
    S&P/ASX 2005,693.14008844.412
    S&P/TSX 60886.38002068.89

    STRIKE DATE 11/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 6.5% semi-annual (13% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1647377644
    NEXT POTENTIAL MATURITY DATE 13/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Classic Autocall Aug 2017 GBP
    ISIN: XS1647374971
    STRIKE DATE: 11/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,884.040014424.24
    OMX Stockholm 301,538.95603247.031
    S&P/ASX 2005,693.14008844.412
    S&P/TSX 60886.38002068.89

    STRIKE DATE 11/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 5.1% semi-annual (10.2% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1647374971
    NEXT POTENTIAL MATURITY DATE 13/08/2018

    EXPAND CLOSE
    BBVA Global Markets Income Autocall June 2017 USD
    ISIN: XS1619440099
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001415.3592996.11
    FTSE 1007312.7210679.03
    S&P/ASX 2005721.4948844.412
    HSI25764.5823350.03

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    8.2% per annum if all above 65%, 100% Autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1619440099
    NEXT POTENTIAL MATURITY DATE 29/06/2018

    EXPAND CLOSE
    BBVA Diversified Markets Income Autocall June 2017 GBP
    ISIN: XS1619351825
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001415.3592996.11
    OMX Stockholm 301602.5313247.031
    S&P/ASX 2005721.4948844.412
    S&P/TSX 60892.652068.89

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    5.25% p.a. if all above 60%, 100% autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1619351825
    NEXT POTENTIAL MATURITY DATE 28/06/2019

    EXPAND CLOSE
    Investec Triple Index Income Autocall June 2017 GBP
    ISIN: XS1620762051
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007312.7210679.03
    S&P 5002423.417483.24
    Eurostoxx 503441.886412.68

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    5% per annum if all above 60%, 100% Autocall from 24 months, 60% European Barrier
    P.A. RETURN
    ISIN XS1620762051
    NEXT POTENTIAL MATURITY DATE 01/07/2019

    EXPAND CLOSE
    Investec 50-50 Low Hurdle Autocall Jul 2017 USD
    ISIN: XS1636452978
    STRIKE DATE: 21/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007452.9110679.03
    Russell 20001435.8392996.11
    HSCEI10787.137699.76
    S&P/ASX 2005722.8418844.412

    STRIKE DATE 21/07/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.275% semi-annual (8.55% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS1636452978
    NEXT POTENTIAL MATURITY DATE 21/01/2020

    EXPAND CLOSE
    Investec 50-50 Low Hurdle Autocall Jul 2017 GBP
    ISIN: XS1636452622
    STRIKE DATE: 21/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007452.9110679.03
    Russell 20001435.8392996.11
    HSCEI10787.137699.76
    S&P/ASX 2005722.8418844.412

    STRIKE DATE 21/07/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.1% semi-annual (6.2% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS1636452622
    NEXT POTENTIAL MATURITY DATE 21/01/2020

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1635993683
    STRIKE DATE: 20/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9027.3714424.24
    OMX Stockholm 301597.8353247.031
    S&P/ASX 2005761.4538844.412
    S&P/TSX 60900.842068.89

    STRIKE DATE 20/07/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1635993683
    NEXT POTENTIAL MATURITY DATE 22/07/2019

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1635992016
    STRIKE DATE: 20/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9027.3714424.24
    OMX Stockholm 301597.8353247.031
    S&P/ASX 2005761.4538844.412
    S&P/TSX 60900.842068.89

    STRIKE DATE 20/07/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1635992016
    NEXT POTENTIAL MATURITY DATE 22/07/2019

    EXPAND CLOSE
    Natixis UK Titans 50-50 Memory Income Autocall USD Jul 2017
    ISIN: XS1513310505
    STRIKE DATE: 07/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BP444467.15
    HSBC728.21451
    AstraZeneca513014456

    STRIKE DATE 07/07/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.85% Quarterly (7.4% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS1513310505
    NEXT POTENTIAL MATURITY DATE 07/07/2023

    EXPAND CLOSE
    Natixis UK Titans 50-50 Memory Income Autocall GBP Jul 2017
    ISIN: XS1513310687
    STRIKE DATE: 07/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BP444467.15
    HSBC728.21451
    AstraZeneca513014456

    STRIKE DATE 07/07/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.65% Quarterly (6.6% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 6.60% p.a.
    ISIN XS1513310687
    NEXT POTENTIAL MATURITY DATE 07/07/2023

    EXPAND CLOSE
    BBVA Diversified Markets Income Autocall May 2017 GBP
    ISIN: XS1589838777
    STRIKE DATE: 18/05/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001361.0772996.11
    OMX Stockholm 301615.2693247.031
    S&P/ASX 2005738.3128844.412
    S&P/TSX 60900.212068.89

    STRIKE DATE 18/05/2017
    RETURN & BARRIERS
    5.5% p.a. if all above 60%, 100% Autocall Barrier, 60% European Barrier
    P.A. RETURN
    ISIN XS1589838777
    NEXT POTENTIAL MATURITY DATE 18/05/2018

    EXPAND CLOSE
    BBVA Global Markets Income Autocall May 2017 USD
    ISIN: XS1589839072
    STRIKE DATE: 18/05/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001361.0772996.11
    FTSE 1007436.4210679.03
    S&P/ASX 2005738.3128844.412
    HSI25136.5223350.03

    STRIKE DATE 18/05/2017
    RETURN & BARRIERS
    9.1% per annum if all above 65%, 100% Autocall Barrier, 60% European Barrier
    P.A. RETURN
    ISIN XS1589839072
    NEXT POTENTIAL MATURITY DATE 18/05/2018

    EXPAND CLOSE
    Investec Triple Index Income Autocall May 2017 GBP
    ISIN: XS1590695836
    STRIKE DATE: 18/05/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007436.4210679.03
    S&P 5002365.727483.24
    Eurostoxx 503562.226412.68

    STRIKE DATE 18/05/2017
    RETURN & BARRIERS
    5.15% per annum if all above 60%, 100% Autocall barrier from 24 months, 60% European Barrier
    P.A. RETURN
    ISIN XS1590695836
    NEXT POTENTIAL MATURITY DATE 18/05/2022

    EXPAND CLOSE
    Investec 50-50 Low Hurdle Autocall Jun 2017 USD
    ISIN: XS1611902922
    STRIKE DATE: 16/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007463.5410679.03
    Russell 20001406.7282996.11
    HSCEI10384.897699.76
    S&P/ASX 2005774.0348844.412

    STRIKE DATE 16/06/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.275% semi-annual (8.55% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS1611902922
    NEXT POTENTIAL MATURITY DATE 16/12/2019

    EXPAND CLOSE